+439.8%
IREN vs AXP
+120.3%
+319.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -2.3% | -14.7% | -14.6% |
| 7D | -31.3% | +0.4% | -31.7% | -31.7% |
| 30D | -56.3% | +7.0% | -63.4% | -59.5% |
| 3M | -53.6% | -6.6% | -47.0% | -50.7% |
| 6M | -67.1% | +3.5% | -70.5% | -68.9% |
| YTD | -52.3% | -11.2% | -41.1% | -47.8% |
| 1Y | -76.4% | -10.2% | -66.2% | -74.7% |
| All | +439.8% | +120.3% | +319.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling